Learning Objectives

ECE 514 Nonlinear and Adaptive Control Lecture Notes 2

Dr. Meeko Oishi oishi@unm.edu
February 1, 2012

Stability through linearization Compute similarity transformation to modal form Analyze linearization and relate to stability of nonlinear system near an equilibrium point (Hartman-Grobman Theorem) Closed orbits and limit cycles in planar systems Distinguish between a closed orbit and a limit cycle Determine whether a closed orbit exists (Bendixsons Criterion) Determine whether a closed orbit exists in a region of a state-space (Poincare-Bendixson Theorem) Determine how many equilibria exist in a region of the state-space (Index theory, Poincare Theorem) References: Khalil Chapter 1.2, 2.1, 2.32.6 Sastry Chapter 2.22.4
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Outline
Review Modal coordinates Hartman-Grobman Theorem Phase-plane analysis Closed orbits and limit cycles in planar systems Bendixsons criterion Positive invariance Poincare-Bendixson Theorem n-dimensional systems Introduction to Index theory Poincare theorem

Closed Orbits and Limit Cycles

Denition 1. A closed orbit of x = f (x), x 2 R2, is the trace of the trajectory of a nontrivial periodic solution. Denition 2. A limit cycle is a closed orbit such that there is a x 2 / for which x(t) ! as t ! 1 (or as t ! 1). Inherently nonlinear phenomena Saddle solutions are not closed orbits. Equilibrium points are not closed orbits. All limit cycles are closed orbits.

Example 1
Consider the system x 1 = x 2 + x1 ( 2 x 2 = x 1 + x2 ( x2 x2 1 2) 2 x1 x2 2) , >0 (1)

Bendixsons Criterion
Theorem 1. Given a set D that is simply connected and a system x = f (x), x 2 R2 with f 2 C 1, if
@ f1 @ f2 rf = @ x1 + @ x2 6= 0 on D , and rf does not change sign on D

With a transformation to polar coordinates, r =

4 4

= tan

p 2 x2 1+ x2
1 x2 x1

r = r ( =) = 1

r2)

then D contains no closed orbits. (2) Note that: Proves absence of closed orbits Generalizes to Dulacs Criterion with r(p f ) for some function p( x ) 2 R , p ( x ) 2 C 1 Proof via contradiction uses Gauss Divergence Theorem

This system has a closed orbit along

= r.

Poincare-Bendixson Theorem
Theorem 2. Consider the system x = f (x), f 2 C 1 and let M Rn be a bounded, closed, and positively invariant set. Then, if M contains no equilibrium points, or contains only one equilibrium point such that the Jacobian matrix at that point has eigenvalues with positive real parts (e.g., an unstable focus or unstable node), M contains a periodic orbit of x = f ( x) . Note that: Every closed and bounded, non-empty, positively invariant set M contains either an equilibrium point or a closed orbit. If M is closed and trajectories entering M do not leave M, then M is invariant. If M contains multiple equilibrium points, M may also contain union of trajectories connecting these equilibria (e.g., saddle solutions). Recall that this is not a closed orbit.
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Example 1 revisited
2 2 Choose M = {x | x2 R> 1 + x2 R }, 2 2 The outward pointing normal to boundary @ M = {x | x2 1 + x2 = R } is 2 3 2 @ ( x2 1 +x2 ) 2x1 @ x 1 5 n( x ) = 4 @ x 2 + = (3) ( 1 x2 2x2 2) @ x2

Now show that n(x)T f (x) 0 for x 2 @ M. x 2 + x1 ( 2 x 2 x2 x 2) n( x ) T f ( x ) = 2 x 1 x 2 2 2 x 1 + x2 ( xx x2 2) 2 2 = 2 x2 R 2 ) + x2 R2 ) 1( 2( = 2 R 2 ( 2 R 2 ) < 0

(4)

Hence by the Poincare-Bendixson Theorem, we know that there exists a closed orbit in M.
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Example: Glycolysis (Breakdown of sugar)

Consider the dynamical model of chemical breakdown x = x + ay + x y y = b ay x2y
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Poincare-Bendixson Theorem
Additional notes: (5) Cannot be used in higher dimensional systems. (Why not?) Does not require the set to be simply connected. Hamiltonian functions Trajectories of constant energy Consider dynamics of a simple pendulum does the energy of the system provide an indirect proof of the existence of a closed orbit? Why or why not? + g sin = 0 l

with x the concentration of ADP (adenosine disphophate) and y the concentration of F6P (fructose-6-phosphate), and kinetic parameters a, b > 0. 1. Find the null clines of the system. 2. Determine the stability of the equilibrium point. 3. Consider the set M described by a polytope that is bounded by vertices (0, 0), (0, b/a), (b, b/a), (1, y ), and (1, 0), where y is determined by extending a line with slope of 1 from (b, b/a) to the line x = 1. Show that M is positively invariant. Does the system have a closed orbit with M? A limit cycle?
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Index Theory
Denition 3. Let J be a closed, positively oriented contour in R2 enclosing a simply connected region D. Consider a nonlinear system x = f (x), x 2 R2 with f 6= 0 on J . The index of D with respect to f is If ( D ) = Remarks f is the angle made by f with the x1-axis, and f1 is the component of f (x) that points along the x1-axis. If (D) is 21 the net change in the direction of f as J is traversed in the counterclockwise direction. If (D) is an integer.
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Index Theory
If D encloses exactly one equilibrium point x then we denote the index of 4 the equilibrium point as If (x) = If (D). Lemma 1. The index of a node, focus, and center is +1. The index of a saddle is 1. The index of a closed orbit is +1. The index of a closed curve not encircling any equilibrium points is 0. The index of a closed curve is equal to the sum of the indices of the equilibrium points within it. Also note that: If D contains many equilibrium points x i , i 2 1, 2, . . . , p then Pp nitely If (D) = i=1 If (xi ).
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1 2

df ( x) ,
J

f (x) = tan

f2 f1

(6)

Poincare Theorem
Theorem 3. Inside any periodic orbit there must be at least one equilibrium point. Suppose the equilibrium points inside are hyperbolic (no eigenvalues along the j ! -axis). Let N represent the number of nodes, centers, and foci enclosed by , and let S represent the number of enclosed saddle points. Then N = S + 1. Index theory allows you to predict the existence of equilibrium points without doing detailed calculations. Index theory generalizes to systems of dimension 3 or higher (Degree Theory).

Stability of limit cycles

Denition 4. Consider the following: Let be a periodic orbit of x = f ( x ) , x 2 R2 , f 2 C 1 . 2 Let R be a planar surface normal to through a point p 2 . Let U be a neighborhood of p on . Now dene a map P : U ! such that for q 2 U , P (q ) = x( ), where x(0) = q and is the time taken for the state to rst return to . The map P is called a Poincare Map, and limq!p = T , where T is the period of the closed orbit . The point p is a xed point of the discrete-time system dened by P .

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Floquet technique
Linearization about a limit cycle (not about an equilibrium point) z = Df ( )z Proposition 1. For the LTV system with periodic system matrix A( t ) = A( t + T ) z = A(t)z, z 2 Rn with solution z (t) = we have (t, 0)z (0), where (7)

Stability of limit cycles

Corollary 1. For the matrices as dened in Proposition 1, z = A(t)z is stable i B is Hurwitz. Hence the stability of a limit cycle corresponds to the eigenvalues of eBT (Floquet multipliers).

() is the state transition matrix,

(t, 0) = K (t)eBt, and (T, 0) = eBT .

K (t) = K (t + T ) 2 Rnn, and K (0) = I

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